A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends - Hardcover

Albert Rex Bergstrom , Khalid Ben Nowman

Hardcover

ISBN 10: 0521875498 ISBN 13: 9780521875493

Verlag: Cambridge University Press, 2007

Inhaltsangabe

This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.

Über diesen Titel

Über die Autorin bzw. den Autor

The late Albert Rex Bergstrom was Emeritus Professor of Economics, a former Dean of the School of Social Studies and Pro Vice Chancellor at the University of Essex and a Fellow of the Econometric Society. He was one of the world's leading authorities on continuous time econometric modelling. Professor Bergstrom was formerly Professor of Econometrics at the University of Auckland, and Reader at the London School of Economics. His professional papers appeared in leading journals such as Econometrica and Econometric Theory. Professor Bergstrom's earlier books include The Construction and Use of Economic Models (1967), Continuous Time Econometric Modelling (1990), Statistical Inference in Continuous Time Economic Models (editor, 1976), and Stability and Inflation: Essays in Memory of A. W. Phillips (edited with A. J. L. Catt, M. H. Peston, and B. D. J. Silverstone, 1978). Khalid Ben Nowman is Professor of Finance at the Westminster Business School, University of Westminster, in London. He previously worked at City University Business School, London Business School, University of Essex, Durham University, and University of Kent and in the banking sector at the Bank of England, First National Bank of Chicago, and Barclays Bank. Professor Nowman's papers have appeared in leading journals such as Econometric Theory, Journal of Finance, Journal of Financial and Quantitative Analysis, and the Journal of Economic Dynamics and Control.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2007
• Sprache: Englisch
• ISBN 10: 0521875498
• ISBN 13: 9780521875493
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 314
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland